Noe annet dere også kan vurdere er såkalt "dark pool" funksjonalitet. I stedet for tradisjonelle bid/ask ordrebøker så matcher man til en beregnet dynamisk mid-price, som tar utgangspunkt i noen av de største børsene (Mt.Gox etc..) Ordreboken er i såfall usynlig inntil match.
About Dark Pools
Buyers and sellers submit orders
into a dark pool. All orders are
hidden until after execution.
Orders can optionally be assigned a
minimum execution size and/or a
limit price.
When buy/sell orders can be
matched, the execution price is the
mid-point price of the primary
(reference) venue.
Dark pool orders can be used to
minimise the price impact of
trading.
Dark pool trades occur at a better
price than aggressive orders sent to
the primary venue. (Improvement of
half the spread).
Since resting dark pool orders are
hidden, there is no way of knowing
if an aggressive order will execute
until it is sent.
At times, the reference price may be
unreliable and out of synch with
other venues creating the potential
for adverse selection.